Ranked On: 28 March 2024
Fund Name | BMSMONEY Rank | Rating | 1Y (R) | 3Y (R) | 5Y (R) | 7Y (R) | 10Y (R) | 1Y (D) | 3Y (D) | 5Y (D) | 7Y (D) | 10Y (D) | Std. Dev. | Max Drawdown | VaR 1Y 95% | Jensen's Alpha | Beta | Sortino Ratio | Sharpe Ratio |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Icici Prudential Constan… | - | |
6.01% | 4.79% | 7.52% | 7.57% | % | 6.17% | 4.95% | 7.70% | 7.76% | % | 2.92% | -3.74% | -3.58% | 1.10% | 0.92 | -0.26 | -0.80 |
Sbi Magnum Constant Matu… | - | |
5.92% | 4.83% | 6.92% | 7.28% | 8.42% | 6.27% | 5.16% | 7.26% | 7.62% | 8.77% | 2.83% | -3.61% | -3.54% | 1.10% | 0.90 | -0.28 | -0.84 |
Idfc Government Securiti… | - | |
6.32% | 4.51% | 7.18% | 7.94% | 8.53% | 6.53% | 4.68% | 7.34% | 8.08% | 8.68% | 2.91% | -3.96% | -3.61% | 0.77% | 0.90 | -0.30 | -0.92 |
Dsp 10y G-Sec Fund | - | |
6.01% | 3.42% | 6.28% | 5.82% | % | 6.22% | 3.63% | 6.51% | 6.05% | % | 3.09% | -4.65% | -4.47% | -0.34% | 0.95 | -0.36 | -1.15 |
Return Calculated On: 17 May 2024
Ratios Calculated On: 28 March 2024
Fund Name | 1Y Invested Amount: 12,000 |
3Y Invested Amount: 36,000 |
5Y Invested Amount: 60,000 |
7Y Invested Amount: 84,000 |
10Y Invested Amount: 1,20,000 |
15Y Invested Amount: 1,80,000 |
||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
LumpSum | SIP | LumpSum | SIP | LumpSum | SIP | LumpSum | SIP | LumpSum | SIP | LumpSum | SIP | |
DSP 10Y G-Sec Fund | 12721.2 | 11459.77 | 39816.0 | 38348.35 | 81378.0 | 67158.12 | 124782.0 | 97508.54 | ||||
ICICI Prudential Constant Maturity Gilt Fund | 12721.2 | 11457.34 | 41421.6 | 38554.99 | 86220.0 | 68706.0 | 139994.4 | 101776.67 | ||||
IDFC Government Securities Fund - Constant Maturity Plan | 12758.4 | 11488.08 | 41097.6 | 38527.67 | 84864.0 | 68211.84 | 143396.4 | 101571.79 | 272136.0 | 168105.12 | 543240.0 | 327884.76 |
SBI Magnum Constant Maturity Fund | 12710.4 | 11458.52 | 41475.6 | 38547.47 | 83856.0 | 68241.96 | 137365.2 | 100473.41 | 269400.0 | 165670.92 | 567054.0 | 326187.18 |
Fund Name | 1Y Invested Amount: 12,000 |
3Y Invested Amount: 36,000 |
5Y Invested Amount: 60,000 |
7Y Invested Amount: 84,000 |
10Y Invested Amount: 1,20,000 |
15Y Invested Amount: 1,80,000 |
||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
LumpSum | SIP | LumpSum | SIP | LumpSum | SIP | LumpSum | SIP | LumpSum | SIP | LumpSum | SIP | |
DSP 10Y G-Sec Fund | 12746.4 | 11473.09 | 40064.4 | 38475.61 | 82236.0 | 67530.18 | 126705.6 | 98276.14 | ||||
ICICI Prudential Constant Maturity Gilt Fund | 12740.4 | 11467.27 | 41619.6 | 38652.19 | 86934.0 | 69000.0 | 141775.2 | 102419.77 | ||||
IDFC Government Securities Fund - Constant Maturity Plan | 12783.6 | 11502.32 | 41299.2 | 38639.3 | 85500.0 | 68511.48 | 144706.8 | 102155.34 | 275820.0 | 169472.52 | ||
SBI Magnum Constant Maturity Fund | 12752.4 | 11480.06 | 41868.0 | 38746.08 | 85170.0 | 68821.26 | 140481.6 | 101673.1 | 278232.0 | 168714.48 |
Fund Name | VaR 1 Y 95% | Max Drawdown % | Average Drawdown % | Standard Deviation % | Semi Deviation % |
---|---|---|---|---|---|
Dsp 10y G-Sec Fund |
-4.47 | -4.65 | -1.77 | 3.09 | 2.29 |
Icici Prudential Constant Maturity Gilt Fund |
-3.58 | -3.74 | -0.83 | 2.92 | 2.16 |
Idfc Government Securities Fund - Constant Maturity Plan |
-3.61 | -3.96 | -1.07 | 2.91 | 2.15 |
Sbi Magnum Constant Maturity Fund |
-3.54 | -3.61 | -0.78 | 2.83 | 2.07 |
Fund Name | Sharpe Ratio | Sortino Ratio | Sterling ratio | Hurst Index | Jensen’s Alpha | Beta | R2 | Treynor Ratio | Modigliani2 Measure | Active Return |
---|---|---|---|---|---|---|---|---|---|---|
Dsp 10y G-Sec Fund |
-1.15
|
-0.36
|
0.26
|
0.38
|
-0.34
|
0.95 |
0.99
|
|
0.31
|
-0.4407
|
Icici Prudential Constant Maturity Gilt Fund |
-0.80
|
-0.26
|
0.37
|
0.37
|
1.10
|
0.92 |
0.88
|
|
0.40
|
0.4585
|
Idfc Government Securities Fund - Constant Maturity Plan |
-0.92
|
-0.30
|
0.34
|
0.38
|
0.77
|
0.90 |
0.90
|
|
0.37
|
0.1805
|
Sbi Magnum Constant Maturity Fund |
-0.84
|
-0.28
|
0.37
|
0.36
|
1.10
|
0.90 |
0.91
|
|
0.39
|
0.1631
|
Fund Name | 1D | 1W | 1M | 3M | 6M | 1Y | 3Y | 5Y | 7Y | 10Y | 15Y |
---|---|---|---|---|---|---|---|---|---|---|---|
DSP 10Y G-Sec Fund |
-0.11%
|
0.22%
|
1.08%
|
%
|
4.22%
|
6.01%
|
3.42%
|
6.28%
|
5.82%
|
%
|
%
|
ICICI Prudential Constant Maturity Gilt Fund |
-0.11%
|
0.21%
|
1.10%
|
%
|
4.19%
|
6.01%
|
4.79%
|
7.52%
|
7.57%
|
%
|
%
|
IDFC Government Securities Fund - Constant Maturity Plan |
-0.10%
|
0.24%
|
1.11%
|
%
|
4.63%
|
6.32%
|
4.51%
|
7.18%
|
7.94%
|
8.53%
|
7.64%
|
SBI Magnum Constant Maturity Fund |
-0.08%
|
0.20%
|
1.06%
|
%
|
4.30%
|
5.92%
|
4.83%
|
6.92%
|
7.28%
|
8.42%
|
7.95%
|
Fund Name | 1D | 1W | 1M | 3M | 6M | 1Y | 3Y | 5Y | 7Y | 10Y | 15Y |
---|---|---|---|---|---|---|---|---|---|---|---|
DSP 10Y G-Sec Fund |
-0.11%
|
0.22%
|
1.09%
|
%
|
4.32%
|
6.22%
|
3.63%
|
6.51%
|
6.05%
|
%
|
%
|
ICICI Prudential Constant Maturity Gilt Fund |
-0.11%
|
0.21%
|
1.12%
|
%
|
4.27%
|
6.17%
|
4.95%
|
7.70%
|
7.76%
|
%
|
%
|
IDFC Government Securities Fund - Constant Maturity Plan |
-0.09%
|
0.24%
|
1.13%
|
%
|
4.75%
|
6.53%
|
4.68%
|
7.34%
|
8.08%
|
8.68%
|
%
|
SBI Magnum Constant Maturity Fund |
-0.08%
|
0.21%
|
1.08%
|
%
|
4.47%
|
6.27%
|
5.16%
|
7.26%
|
7.62%
|
8.77%
|
%
|
Fund Name | 1 Year | 3 Year | 5 Year | 7 Year | 10 Year | 15 Year |
---|---|---|---|---|---|---|
DSP 10Y G-Sec Fund |
-8.23%
|
4.15%
|
4.45%
|
4.20%
|
%
|
%
|
ICICI Prudential Constant Maturity Gilt Fund |
-8.27%
|
4.50%
|
5.36%
|
5.40%
|
%
|
%
|
IDFC Government Securities Fund - Constant Maturity Plan |
-7.81%
|
4.45%
|
5.07%
|
5.34%
|
6.56%
|
7.57%
|
SBI Magnum Constant Maturity Fund |
-8.25%
|
4.49%
|
5.09%
|
5.04%
|
6.28%
|
7.50%
|
Fund Name | 1 Year | 3 Year | 5 Year | 7 Year | 10 Year | 15 Year |
---|---|---|---|---|---|---|
DSP 10Y G-Sec Fund |
-8.03%
|
4.37%
|
4.67%
|
4.42%
|
%
|
%
|
ICICI Prudential Constant Maturity Gilt Fund |
-8.12%
|
4.67%
|
5.53%
|
5.58%
|
%
|
%
|
IDFC Government Securities Fund - Constant Maturity Plan |
-7.59%
|
4.65%
|
5.25%
|
5.51%
|
6.71%
|
%
|
SBI Magnum Constant Maturity Fund |
-7.93%
|
4.83%
|
5.43%
|
5.37%
|
6.63%
|
%
|